📊 성과지표 요약

	CAGR	누적수익률	연간변동성	샤프비율	최대낙폭	칼마비율
Magic Formula_정상기업	36.77%	3048.95%	1.805718	0.203604	-0.097697	3.763198
Magic Formula_전체기업	36.65%	3019.4%	1.805517	0.202978	-0.097697	3.751207
EV/EBITDA_정상기업	5.68%	179.49%	0.230575	0.246545	-0.197499	0.287835
EV/EBITDA_전체기업	5.68%	179.49%	0.230575	0.246545	-0.197499	0.287835
Momentum 12m_정상기업	40.35%	5218.07%	0.419219	0.962590	-0.087152	4.630248
Momentum 12m_전체기업	40.58%	5311.91%	0.411447	0.986203	-0.016939	23.954145
F-score_정상기업	2.93%	24.19%	0.159094	0.184144	-0.161530	0.181367
F-score_전체기업	2.93%	24.19%	0.159094	0.184144	-0.161530	0.181367
QMJ_정상기업	7.41%	128.96%	0.157910	0.469280	-0.051635	1.435154
QMJ_전체기업	7.5%	131.15%	0.157145	0.477478	-0.051635	1.453156
LowVol_정상기업	7.06%	111.79%	0.261113	0.270379	-0.036103	1.955475
LowVol_전체기업	7.06%	111.79%	0.261113	0.270379	-0.036103	1.955475
FF3 Strategy_정상기업	0.41%	11.4%	0.195051	0.021240	-0.298020	0.013901
FF3 Strategy_전체기업	4.98%	78.49%	0.205245	0.242731	-0.126469	0.393927